+905.2%
VRT vs GD
+97.9%
+807.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.1% | +5.2% |
| 7D | +9.1% | -5.3% | +14.4% | +12.0% |
| 30D | +0.9% | -6.4% | +7.4% | +4.2% |
| 3M | -13.4% | +5.7% | -19.1% | -16.3% |
| 6M | +11.7% | -0.9% | +12.6% | +11.5% |
| YTD | +73.2% | +8.2% | +65.1% | +62.3% |
| 1Y | +123.4% | +13.4% | +110.0% | +103.2% |
| 3Y | +606.2% | +68.5% | +537.7% | +375.1% |
| All | +905.2% | +97.9% | +807.3% | +517.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling